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Latest revision as of 16:49, 3 June 2013

Rodolphe Sepulchre will visit Caltech on 3 June 2013 (Mon).

Agenda

9:30a

Richard Murray, 109 Steele Lab

9:45a

Meet with Richard's NCS group, 110 Steele

9:45-10:45: Necmiye, Mumu, Eric, Rangoli

10:45-11:45: Enoch, Marcella, Anandh, Dan

11:45a

Lunch with Venkat, CMS faculty

1:15p

Seminar setup

1:30p

Seminar, 121 ANB

3:00p

Venkat Chandrasekaran, 300 ANB

3:45p

Lijun Chen, 202 ANB

4:30p

Done, Meet Caltech car in transportation lot, just East of Steele Lab

Abstract

The geometry of (thin) SVD revisited for large-scale computations

Rodolphe Sepulchre
University of Liege, Belgium

The talk will introduce a riemannian framework for large-scale computations over the
set of low-rank matrices. The foundation is geometric and the motivation
is algorithmic, with a bias towards efficient computations in large-scale problems.
We will explore how classical matrix factorizations connect the riemannian geometry of the set of
fixed-rank matrices to two well-studied manifolds: the Grassmann manifold of linear subspaces and the cone
of positive definite matrices. The theory will be illustrated on various applications, including
low-rank Kalman filtering, linear regression with low-rank priors, matrix completion, and the choice of a suitable metric for Diffusion Tensor Imaging.